Similar Search Results

Bubbles and Contagion in Financial Markets, Volume 2 : Models and Mathematics

Porras, Eva R. - 2017

This book focuses on extending the models and theories (from a mathematical/statistical point of view) which were introduced in the first volume to a more technical level. Where volume I provided an introduction to the mathematics of bubbles and contagion, volume II digs far more deeply and...

Persistent link: https://www.econbiz.de/10014019830

The impact of credit substitution between banks on investment

Bripi, Francesco - 2023

Persistent link: https://www.econbiz.de/10014293851

COVID-19 and the Economy : summary of research and future directions

Iyer, Subramanian Rama; Simkins, Betty J. - In: Finance research letters 47 (2022) 2, pp. 1-15

Persistent link: https://www.econbiz.de/10013553907

Principle of uncertain future and utility

Harin, Alexander - Volkswirtschaftliche Fakultät, … - 2007

, the equity premium puzzle, etc. The principle and its consequences can be applied in the fields of banking, investment …

Persistent link: https://www.econbiz.de/10005835639

Gains and losses. The same or different choices?

Harin, Alexander - EconWPA - 2005

of practical application of the approach in relation to bank deposits, investments, business projects and international …

Persistent link: https://www.econbiz.de/10005125490

Conflict of Interest in Universal Banking: Evidence from the Post-Issue performance of IPO Firms.

Ber, Y.; Yafeh, Y.; Yosha, O. - Foerder Institute for Economic Research, Eitan Berglas … - 1997

banking. The post-issue accounting profitability of firms underwritten by bank affiliated underwriters that were also …

Persistent link: https://www.econbiz.de/10005675342

Carbon reporting: does it matter?

Haigh, Matthew; Shapiro, Matthew A. - In: Accounting, Auditing & Accountability Journal 25 (2012) January, pp. 105-125

Purpose – This paper aims to identify the significance of carbon emissions reporting for investment banking. Design …

Persistent link: https://www.econbiz.de/10010592226

Copula based simulation procedures for pricing collateralised debt obligations

Abid, Fathi; Naifar, Nader - In: International Journal of Applied Management Science 2 (2010) 3, pp. 239-261

The aim of this paper is to study the impact of structure of dependency on the pricing of multi-name credit derivatives such as collateralised debt obligations (CDO). The correlation between names defaulting has an effect on the value of the basket credit derivatives. We present a copula based...

Persistent link: https://www.econbiz.de/10008755261

Securities Trading by Banks and Credit Supply: Micro-Evidence

Abbassi, Puriya; Iyer, Rajkamal; Peydró, José Luis; … - C.E.P.R. Discussion Papers - 2015

investments of banks at the security level for 2005-2012 in conjunction with the credit register from Germany. Analyzing data at … increase their overall investments in securities, especially in those that had a larger price drop. The quantitative effects …

Persistent link: https://www.econbiz.de/10011196029

DID J.P. MORGAN'S MEN ADD VALUE? AN ECONOMIST'S PERSPECTIVE ON FINANCIAL CAPITALISM.

BRADFORD DE LONG, J. - Harvard Institute of Economic Research (HIER), … - 1991

Persistent link: https://www.econbiz.de/10005664413